G02AAF | Computes the nearest correlation matrix to a real square matrix, using the method of Qi and Sun |

G02ABF | Computes the nearest correlation matrix to a real square matrix, augmented G02AAF to incorporate weights and bounds |

G02AEF | Computes the nearest correlation matrix with $k$-factor structure to a real square matrix |

G02AJF | Computes the nearest correlation matrix to a real square matrix, using element-wise weighting |

© The Numerical Algorithms Group Ltd, Oxford UK. 2013